An Efficient Budget Allocation Approach for Quantifying the Impact of Input Uncertainty in Stochastic Simulation

DOI10.1145/3129148zbMATH Open1515.62019OpenAlexW2766871605MaRDI QIDQ6173271FDOQ6173271

Authors: Yuan Yi, Wei Xie 

Publication date: 21 July 2023

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/3129148

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zbMATH Keywords

confidence intervalnonparametric bootstrapbudget allocationpercentile estimationinput uncertainty

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cited In (9)

• Subsampling to Enhance Efficiency in Input Uncertainty Quantification
• Robust analysis in stochastic simulation: computation and performance guarantees
• Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints
• Quantifying input uncertainty via simulation confidence intervals
• Risk quantification in stochastic simulation under input uncertainty
• An interval-based approach to model input uncertainty in M/M/1 simulation
• Efficient budget allocation strategies for elementary effects method in stochastic simulation
• Input-output uncertainty comparisons for discrete optimization via simulation
• Bayesian optimisation vs. input uncertainty reduction

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